-68.6%
XYZ vs DUOL
-10.4%
-58.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -1.5% |
| 7D | +2.9% | -7.8% | +10.6% | +5.7% |
| 30D | +1.4% | +11.8% | -10.4% | -3.0% |
| 3M | +14.6% | +24.1% | -9.5% | +4.8% |
| 6M | +20.8% | +43.6% | -22.9% | +3.9% |
| YTD | +23.1% | -16.6% | +39.6% | +26.2% |
| 1Y | +5.6% | -46.0% | +51.7% | +23.0% |
| 3Y | +50.9% | -6.5% | +57.4% | +14.0% |
| 5Y | -68.6% | -7.4% | -61.1% | -82.0% |
| All | -68.6% | -10.4% | -58.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling